Posted on March 27, 2006 @ 02:19:21 PM by Paul Meagher
Spent some time this weekend re-acquainting myself with some work on multiple regression I did about 10 months ago. I intend to begin moving the "Regression Project" forward again.
MultipleRegression.php class is not yet ready for public consumption. It currently exists as a linear script that reads in a multivariate data array, performs the standard multiple regression computation (using the
JAMA linear algebra library), and outputs some standard diagnostic tables (using the
PDL probability distributions library to evaluate the results). The
MultipleRegression.php script now has to be turned into a class with methods.
MultipleRegression.php class will need to exist within a larger framework that has good analytic coverage and congruency with how we might want to think about various types of regression problems.
What I propose is a REGRESS Package with these initial classes:
These classes would be installed when you installed the REGRESS package.
In addition, there would be other non-installable directories containing "examples", "tests", "docs" ("EN", "FR", etc...), and "downloads" (two types downloads "full" and "install").
Longer term plans
The next iteration of the library might include these classes:
There are also other more arcane types of regression which might be developed on future iterations such as:
Bayesian mirror classes
What about the increasingly influential forms of Bayesian regression?
Mirror classes might be eventually added to a BAYES package.